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LICORS: Light Cone Reconstruction of States - Predictive State Estimation From Spatio-Temporal Data
Estimates predictive states from spatio-temporal data and consequently can provide provably optimal forecasts. Currently this implementation supports an N-dimensional spatial grid observed over equally spaced time intervals. E.g. a video is a 2D spatial systems observed over time. This package implements mixed LICORS, has plotting tools (for (1+1)D and (2+1)D systems), and methods for optimal forecasting. Due to memory limitations it is recommend to only analyze (1+1)D systems.
Getting started
Browse package contents
Package details |
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| Author | Georg M. Goerg <gmg@stat.cmu.edu> |
| Maintainer | Georg M. Goerg <gmg@stat.cmu.edu> |
| License | GPL-2 |
| Version | 0.2.0 |
| URL | http://www.stat.cmu.edu/~gmg |
| Package repository | View on CRAN |
| Installation |
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